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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1979, Volume 19, Number 5, Pages 1318–1319
(Mi zvmmf5335)
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Scientific communications
The recomputation of Holessky factorization
S. M. Bersenyov Krasnoyarsk
Abstract:
An algorithm is presented for the economical recomputation of the triangular multipliers of the Holessky method (the square-root method) for a positive-definite matrix after a one-rank perturbation
Received: 05.06.1978
Citation:
S. M. Bersenyov, “The recomputation of Holessky factorization”, Zh. Vychisl. Mat. Mat. Fiz., 19:5 (1979), 1318–1319; U.S.S.R. Comput. Math. Math. Phys., 19:5 (1979), 234–236
Linking options:
https://www.mathnet.ru/eng/zvmmf5335 https://www.mathnet.ru/eng/zvmmf/v19/i5/p1318
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